Cosan SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
57.68%
decreased by 0.81%
1 Week
57.56%
decreased by 0.93%
1 Month
57.13%
decreased by 1.36%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5453 | 4.22 | |
| 0.0228 | 5.84 | |
| 0.9944 | 1,047.85 | |
| 10.6379 | 0.71 |
Estimation Period:
Mar 11, 2021 to Jun 5, 2026
Mar 11, 2021 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Depositary Receipts